Are Real Estate Markets Integrated with the World Market?

Abdulnasser Hatemi-J and Eduardo Roca

Discussion Papers in Finance from Griffith University, Department of Accounting, Finance and Economics

Keywords: Beta; Casewise Bootstrap; Real Estate; World stock market; US Subprime Crisis; Integration (search for similar items in EconPapers)
JEL-codes: C22 F36 G15 (search for similar items in EconPapers)
Date: 2011-11
New Economics Papers: this item is included in nep-ure
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Persistent link: https://EconPapers.repec.org/RePEc:gri:fpaper:finance:201111

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